ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 124-160 124-115 -0-045 -0.1% 127-075
High 124-250 124-290 0-040 0.1% 128-100
Low 123-200 123-090 -0-110 -0.3% 124-080
Close 124-055 124-115 0-060 0.2% 124-095
Range 1-050 1-200 0-150 40.5% 4-020
ATR 1-158 1-161 0-003 0.6% 0-000
Volume 206,154 400,874 194,720 94.5% 363,381
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 129-018 128-107 125-081
R3 127-138 126-227 124-258
R2 125-258 125-258 124-210
R1 125-027 125-027 124-163 125-055
PP 124-058 124-058 124-058 124-072
S1 123-147 123-147 124-067 123-175
S2 122-178 122-178 124-020
S3 120-298 121-267 123-292
S4 119-098 120-067 123-149
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 137-258 135-037 126-170
R3 133-238 131-017 125-132
R2 129-218 129-218 125-013
R1 126-317 126-317 124-214 126-098
PP 125-198 125-198 125-198 125-089
S1 122-297 122-297 123-296 122-078
S2 121-178 121-178 123-177
S3 117-158 118-277 123-058
S4 113-138 114-257 122-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-315 123-090 4-225 3.8% 1-231 1.4% 23% False True 187,514
10 128-100 123-090 5-010 4.0% 1-118 1.1% 21% False True 154,971
20 128-225 121-285 6-260 5.5% 1-169 1.2% 36% False False 288,609
40 128-225 111-310 16-235 13.5% 1-150 1.2% 74% False False 258,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-088
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-260
2.618 129-051
1.618 127-171
1.000 126-170
0.618 125-291
HIGH 124-290
0.618 124-091
0.500 124-030
0.382 123-289
LOW 123-090
0.618 122-089
1.000 121-210
1.618 120-209
2.618 119-009
4.250 116-120
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 124-087 125-008
PP 124-058 124-257
S1 124-030 124-186

These figures are updated between 7pm and 10pm EST after a trading day.

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